+117.2%
MPC vs MULL
+444.9%
-327.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -13.8% | +5.6% | -8.2% |
| 7D | -10.9% | -35.9% | +25.0% | -11.2% |
| 30D | -9.4% | -47.3% | +37.9% | -9.8% |
| 3M | +26.0% | -30.6% | +56.5% | +25.7% |
| 6M | +56.5% | +13.7% | +42.8% | +58.9% |
| YTD | +144.3% | +272.1% | -127.9% | +146.6% |
| 1Y | +117.2% | +475.1% | -357.8% | +112.5% |
| All | +117.2% | +444.9% | -327.6% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling